-62.4%
JD vs PNC
+36.8%
-99.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -4.1% | +3.1% | -7.2% | -5.4% |
| 30D | +4.6% | +7.6% | -3.0% | +1.2% |
| 3M | -4.7% | -8.1% | +3.4% | -1.5% |
| 6M | -17.4% | +12.6% | -29.9% | -22.2% |
| YTD | +0.7% | +15.0% | -14.2% | -6.9% |
| 1Y | -5.9% | +30.4% | -36.3% | -18.3% |
| 3Y | +18.9% | +116.1% | -97.3% | -25.2% |
| All | -62.4% | +36.8% | -99.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling